THE INTEGER‐VALUED AUTOREGRESSIVE (INAR(p)) MODEL
- 1 March 1991
- journal article
- Published by Wiley in Journal of Time Series Analysis
- Vol. 12 (2) , 129-142
- https://doi.org/10.1111/j.1467-9892.1991.tb00073.x
Abstract
The integer‐valued autoregressive (INAR) model with lagpdependence is discussed. The existence and ergodic property of the INAR model are proved. It is shown that the correlation structure of the INAR model is similar to that of the continuous‐valued autoregressive (AR) process, and the stationary conditions of INAR and AR processes are also the same.Keywords
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